ablasso: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

Implements the Arellano-Bond estimation method combined with LASSO for dynamic linear panel models. See Chernozhukov et al. (2024) "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models". arXiv preprint <doi:10.48550/arXiv.2402.00584>.

Version: 1.0
Depends: R (≥ 2.10)
Imports: hdm, matrixStats, mvtnorm, stats
Published: 2024-05-03
DOI: 10.32614/CRAN.package.ablasso
Author: Victor Chernozhukov [aut], Ivan Fernandez-Val [aut], Chen Huang [aut], Weining Wang [aut], Junyu Chen [cre]
Maintainer: Junyu Chen <junyu.chen at outlook.de>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: ablasso results


Reference manual: ablasso.pdf


Package source: ablasso_1.0.tar.gz
Windows binaries: r-devel: ablasso_1.0.zip, r-release: ablasso_1.0.zip, r-oldrel: ablasso_1.0.zip
macOS binaries: r-release (arm64): ablasso_1.0.tgz, r-oldrel (arm64): ablasso_1.0.tgz, r-release (x86_64): ablasso_1.0.tgz, r-oldrel (x86_64): ablasso_1.0.tgz


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